+110.5%
CNC vs ESI
+27.8%
+82.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -4.6% | +17.3% | +12.8% |
| 7D | +13.4% | -6.6% | +19.9% | +13.7% |
| 30D | +18.2% | -10.9% | +29.1% | +18.9% |
| 3M | +18.6% | -13.8% | +32.5% | +19.8% |
| 6M | +41.9% | -21.5% | +63.5% | +44.1% |
| YTD | +84.7% | +34.7% | +50.0% | +60.7% |
| 1Y | +110.5% | +24.9% | +85.6% | +88.5% |
| All | +110.5% | +27.8% | +82.7% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling